-45.7%
TOST vs RRC
+133.2%
-178.9%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +0.9% | +0.3% |
| 7D | -3.4% | +1.3% | -4.7% | -3.8% |
| 30D | -2.4% | +10.1% | -12.6% | -5.1% |
| 3M | +34.6% | +4.0% | +30.6% | +32.5% |
| 6M | +15.2% | +1.6% | +13.6% | +13.6% |
| YTD | -4.4% | +19.7% | -24.1% | -10.7% |
| 1Y | -17.4% | +21.4% | -38.8% | -23.7% |
| 3Y | +54.5% | +29.7% | +24.8% | +37.5% |
| All | -45.7% | +133.2% | -178.9% | -58.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded RRC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling